So it might be about these things. I expected DXHR to cover the formation of the NSF actually.

Same here. DXHR was quite good, but the gameworld and narrative felt only tangentially related to that of DX1. Sure, there were a few throw away name drops to Joseph Manderley here, Illuminati there, but if you got rid of those token references, the game would be pretty unrecognizable as DX. That isn't necessarily a bad thing: the game stood pretty well on its own, aside from the fact that the story starts promising but quickly goes no where interesting in the second act, and then falls apart by the end (zombies? really?). But really, DXHR was a Deus Ex game primarily because of it's game mechanic similarities, not because it meshed well with the feel of the original game.

I think the time period kind of got them stuck. You can't really tie it in too directly because of the 25 year gap. Only the earliest machinations of Page and his cabal could have been going on. Now they are in the position of needing to do an Ezio Auditore and leading us over (hopefully) several games up to where DX1 starts us.